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#include "dpoMatrix.h"SEXP dpoMatrix_validate(SEXP obj){int i, n = INTEGER(GET_SLOT(obj, Matrix_DimSym))[0];int np1 = n + 1;double *x = REAL(GET_SLOT(obj, Matrix_xSym));/* quick but nondefinitive check on positive definiteness */for (i = 0; i < n; i++)if (x[i * np1] < 0)return mkString(_("dpoMatrix is not positive definite"));return ScalarLogical(1);}SEXP dpoMatrix_chol(SEXP x){SEXP val = get_factors(x, "Cholesky"),dimP = GET_SLOT(x, Matrix_DimSym),uploP = GET_SLOT(x, Matrix_uploSym);char *uplo = CHAR(STRING_ELT(uploP, 0));int *dims = INTEGER(dimP), info;int n = dims[0];double *vx;if (val != R_NilValue) return val;dims = INTEGER(dimP);val = PROTECT(NEW_OBJECT(MAKE_CLASS("Cholesky")));SET_SLOT(val, Matrix_uploSym, duplicate(uploP));SET_SLOT(val, Matrix_diagSym, mkString("N"));SET_SLOT(val, Matrix_DimSym, duplicate(dimP));vx = REAL(ALLOC_SLOT(val, Matrix_xSym, REALSXP, n * n));AZERO(vx, n * n);F77_CALL(dlacpy)(uplo, &n, &n, REAL(GET_SLOT(x, Matrix_xSym)), &n, vx, &n);F77_CALL(dpotrf)(uplo, &n, vx, &n, &info);if (info) error(_("Lapack routine %s returned error code %d"), "dpotrf", info);UNPROTECT(1);return set_factors(x, val, "Cholesky");}staticdouble set_rcond(SEXP obj, char *typstr){char typnm[] = {'O', '\0'}; /* always use the one norm */SEXP rcv = GET_SLOT(obj, Matrix_rcondSym);double rcond = get_double_by_name(rcv, typnm);if (R_IsNA(rcond)) {SEXP Chol = dpoMatrix_chol(obj);int *dims = INTEGER(GET_SLOT(Chol, Matrix_DimSym)), info;double anorm = get_norm_sy(obj, typnm);F77_CALL(dpocon)(CHAR(asChar(GET_SLOT(Chol, Matrix_uploSym))),dims, REAL(GET_SLOT(Chol, Matrix_xSym)),dims, &anorm, &rcond,(double *) R_alloc(3*dims[0], sizeof(double)),(int *) R_alloc(dims[0], sizeof(int)), &info);SET_SLOT(obj, Matrix_rcondSym,set_double_by_name(rcv, rcond, typnm));}return rcond;}SEXP dpoMatrix_rcond(SEXP obj, SEXP type){return ScalarReal(set_rcond(obj, CHAR(asChar(type))));}SEXP dpoMatrix_solve(SEXP x){SEXP Chol = dpoMatrix_chol(x);SEXP val = PROTECT(NEW_OBJECT(MAKE_CLASS("dpoMatrix")));int *dims = INTEGER(GET_SLOT(x, Matrix_DimSym)), info;SET_SLOT(val, Matrix_factorSym, allocVector(VECSXP, 0));SET_SLOT(val, Matrix_uploSym, duplicate(GET_SLOT(Chol, Matrix_uploSym)));SET_SLOT(val, Matrix_xSym, duplicate(GET_SLOT(Chol, Matrix_xSym)));SET_SLOT(val, Matrix_DimSym, duplicate(GET_SLOT(Chol, Matrix_DimSym)));F77_CALL(dpotri)(CHAR(asChar(GET_SLOT(val, Matrix_uploSym))),dims, REAL(GET_SLOT(val, Matrix_xSym)), dims, &info);SET_SLOT(val, Matrix_rcondSym, duplicate(GET_SLOT(x, Matrix_rcondSym)));UNPROTECT(1);return val;}SEXP dpoMatrix_dgeMatrix_solve(SEXP a, SEXP b){SEXP Chol = dpoMatrix_chol(a),val = PROTECT(NEW_OBJECT(MAKE_CLASS("dgeMatrix")));int *adims = INTEGER(GET_SLOT(a, Matrix_DimSym)),*bdims = INTEGER(GET_SLOT(b, Matrix_DimSym)),info;if (*adims != *bdims || bdims[1] < 1 || *adims < 1)error(_("Dimensions of system to be solved are inconsistent"));SET_SLOT(val, Matrix_rcondSym, allocVector(REALSXP, 0));SET_SLOT(val, Matrix_factorSym, allocVector(VECSXP, 0));SET_SLOT(val, Matrix_DimSym, duplicate(GET_SLOT(b, Matrix_DimSym)));SET_SLOT(val, Matrix_xSym, duplicate(GET_SLOT(b, Matrix_xSym)));F77_CALL(dpotrs)(CHAR(asChar(GET_SLOT(Chol, Matrix_uploSym))),adims, bdims + 1,REAL(GET_SLOT(Chol, Matrix_xSym)), adims,REAL(GET_SLOT(val, Matrix_xSym)),bdims, &info);UNPROTECT(1);return val;}SEXP dpoMatrix_matrix_solve(SEXP a, SEXP b){SEXP Chol = dpoMatrix_chol(a),val = PROTECT(duplicate(b));int *adims = INTEGER(GET_SLOT(a, Matrix_DimSym)),*bdims = INTEGER(getAttrib(b, R_DimSymbol)),info;if (!(isReal(b) && isMatrix(b)))error(_("Argument b must be a numeric matrix"));if (*adims != *bdims || bdims[1] < 1 || *adims < 1)error(_("Dimensions of system to be solved are inconsistent"));F77_CALL(dpotrs)(CHAR(asChar(GET_SLOT(Chol, Matrix_uploSym))),adims, bdims + 1,REAL(GET_SLOT(Chol, Matrix_xSym)), adims,REAL(val), bdims, &info);UNPROTECT(1);return val;}